Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 318'000 | 318'000 | 142'114 | 142'114 | 105'542 CHF | 106'969 CHF | 99.97% | 99.97% |
12.07.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 311'200 | 311'200 | 139'314 | 139'314 | 104'032 CHF | 105'427 CHF | 100.00% | 100.00% |
11.07.2024 | 1.12% | 0.78 CHF | 0.79 CHF | 257'900 | 257'900 | 112'777 | 112'777 | 100'634 CHF | 101'768 CHF | 99.99% | 99.99% |
10.07.2024 | 1.09% | 0.87 CHF | 0.88 CHF | 255'600 | 255'600 | 113'895 | 113'895 | 105'054 CHF | 106'195 CHF | 100.00% | 100.00% |
09.07.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 255'700 | 255'700 | 114'474 | 114'474 | 106'530 CHF | 107'676 CHF | 100.00% | 100.00% |
08.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 248'500 | 248'500 | 111'197 | 111'197 | 104'486 CHF | 105'600 CHF | 100.00% | 100.00% |
05.07.2024 | 1.14% | 0.94 CHF | 0.95 CHF | 268'800 | 268'800 | 119'831 | 119'831 | 109'042 CHF | 110'243 CHF | 99.82% | 99.82% |
04.07.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 107'600 | 107'600 | 86'179 | 86'179 | 76'514 CHF | 77'376 CHF | 98.30% | 98.30% |
03.07.2024 | 1.06% | 0.87 CHF | 0.88 CHF | 245'600 | 245'600 | 109'186 | 109'186 | 101'730 CHF | 102'824 CHF | 100.00% | 100.00% |
02.07.2024 | 1.18% | 0.88 CHF | 0.89 CHF | 269'300 | 269'300 | 120'216 | 120'216 | 102'934 CHF | 104'138 CHF | 100.00% | 100.00% |